+113.9%
SOXX vs CHD
+7.1%
+106.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +2.2% | -2.7% | +4.9% | +0.7% |
| 30D | -2.0% | -4.6% | +2.6% | -4.3% |
| 3M | -13.7% | +5.0% | -18.7% | -11.0% |
| 6M | +52.4% | -3.2% | +55.6% | +53.3% |
| YTD | +72.8% | +18.6% | +54.2% | +87.2% |
| 1Y | +113.9% | +4.8% | +109.1% | +127.6% |
| All | +113.9% | +7.1% | +106.9% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling